Deciphering Spatio-Temporal Graph Forecasting: A Causal Lens and Treatment

Part of Advances in Neural Information Processing Systems 36 (NeurIPS 2023) Main Conference Track

Bibtex Paper

Authors

Yutong Xia, Yuxuan Liang, Haomin Wen, Xu Liu, Kun Wang, Zhengyang Zhou, Roger Zimmermann

Abstract

Spatio-Temporal Graph (STG) forecasting is a fundamental task in many real-world applications. Spatio-Temporal Graph Neural Networks have emerged as the most popular method for STG forecasting, but they often struggle with temporal out-of-distribution (OoD) issues and dynamic spatial causation. In this paper, we propose a novel framework called CaST to tackle these two challenges via causal treatments. Concretely, leveraging a causal lens, we first build a structural causal model to decipher the data generation process of STGs. To handle the temporal OoD issue, we employ the back-door adjustment by a novel disentanglement block to separate the temporal environments from input data. Moreover, we utilize the front-door adjustment and adopt edge-level convolution to model the ripple effect of causation. Experiments results on three real-world datasets demonstrate the effectiveness of CaST, which consistently outperforms existing methods with good interpretability. Our source code is available at https://github.com/yutong-xia/CaST.